Re: st: hettest with areg command in STATA

John,
Date sent: Wed, 9 Jun 2004 21:27:19 +0530 (IST)
From: Rijo John <rijo@igidr.ac.in>
To: <statalist@hsphsun2.harvard.edu>
John,
Subject: Re: st: hettest with areg command in STATA
Send reply to: statalist@hsphsun2.harvard.edu
> Thanks for you reply. But what I am having is a cross-section data.
> (Survey data). I want stata to create village dummies while running the
> regression. That is why I have been using areg command with the option absorb
> (cluster) where cluster is the village. Since xt commands are for pannel
> data can I use them in my case.
I think the answer is "yes" - you can use at least some of the xt
commands. For example, -xtreg, fe i(cluster)- will estimate exactly
the same model as -areg, absorb(cluster)-.
BTW, I don't recommend using a variable called "cluster" - this is a
Stata command name and also an option name.
Hope this helps.
--Mark
> Is it not possible to do a hettest command
> with areg in this case at all?
>
> Regards,
> Rijo John.
>
> On Wed, 9 Jun 2004, Mark Schaffer wrote:
>
> :John,
>
> :The problem is that hettest isn't designed to run after areg. You
> :should estimate with one of the newer xt commands and then test for
> :heteroskasticity either according to the following FAQ:
> :
> :http://www.stata.com/support/faqs/stat/panel.html
> :
> :or using Kit Baum's xttest3.
> :
> :You can find out more about these if you try
> :
> :findit heteroskedasticity panel
> :
> :from within Stata.
> :
> :--Mark
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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